Forecasting Volatility: Evidence from the German Stock Market

Author

Jun YU, Singapore Management UniversityFollow

Publication Type

Conference Paper

Publication Date

7-2001

Discipline

Economics

Research Areas

Econometrics

Publication

2001 Australiasian Econometric Society Meeting, Auckland, New Zealand

Citation

YU, Jun. Forecasting Volatility: Evidence from the German Stock Market. (2001). 2001 Australiasian Econometric Society Meeting, Auckland, New Zealand.
Available at: https://ink.library.smu.edu.sg/soe_research/976